Acquisition Probability for a Correlation Algorithm with a Wide-Sense Markov Model and a Multiplicative Noise
Allen Roger Stubberud · 2005
on the acquisition probability gorithm is developed. The hm is used to match the or time) of a discrete-indepen1 received from a sensor with tored estimate of the same ility of exactly matching the o signals (the acquisition endent on several parameters stics of the estimation error 1, the statistics of the gth of the signal. For the stimation error is multiplicaignal is wide-sense Markov a acquisition probability is tion of the above cited parameters. the stored signal by determining the maximum value of the sample correlation coefficient between the stored and sensed signals. At the point of maximum it is assumed that the two signals coincide in position. Since the stored signal is an estimate, it will be in error, thus the position determined in this manner is probabilistic. In this paper we examine the probability that this match is correct. For the case in which the true signal has a widesense Markov property and the estimation error of the stored signal is a multiplicative white noise, a lower bound on this probability is developed.